Restructuring type.
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#include <ql/experimental/credit/defaulttype.hpp>
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enum | Type {
NoRestructuring = 0,
ModifiedRestructuring,
ModifiedModifiedRestructuring,
FullRestructuring,
AnyRestructuring,
XR = NoRestructuring,
MR = ModifiedRestructuring,
MM = ModifiedModifiedRestructuring,
CR = FullRestructuring
} |
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